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This is a definitely good screencast to get started  http://www.drupaltherapy.com/node/76
 
One thing that tripped me up for a while was that although I had a drupal custom content type with a Date field, and I had instances of these content types in the CMS, I could not get them to display in the calendar.
I finally got the content to display in the calendar after I added the date field to Fields in the view.  I thought that Fields for the view only where used to control the display of views, however this was not the case.